J.W.
Beyond the person who gets the check from you no human will see it again. I would sign it first name, maiden name, married name. A lot of work but then whoever sees it will connect the dots no matter where you are in the process of changing records. :)
The problem with just your maiden name is say you pay your credit card bill which is already in your married name. They may not know who you were though I would like to think they keep records of that. Thing is most don't even look at that anymore.